+782.7%
DE vs HST
+143.2%
+639.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.5% |
| 7D | +3.3% | +0.6% | +2.7% | +3.0% |
| 30D | +10.7% | +14.5% | -3.7% | +4.9% |
| 3M | +13.1% | +15.4% | -2.3% | +6.8% |
| 6M | +20.2% | +22.0% | -1.8% | +10.7% |
| YTD | +48.9% | +54.9% | -6.0% | +24.5% |
| 1Y | +46.6% | +54.0% | -7.4% | +22.8% |
| 3Y | +91.4% | +90.4% | +0.9% | +45.1% |
| 5Y | +108.1% | +84.2% | +23.9% | +54.5% |
| 10Y | +782.7% | +144.6% | +638.1% | +500.3% |
| All | +782.7% | +143.2% | +639.4% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling